Can't SHIFT + Delete

Want to use Shift + Delete to permanently remove emails from outlook but no matter what combinations I try it will not do both at the same time. It will SHIFT and then DELETE but not SHIFT and DELETE.

Can someone else try this? All I get is the DELETE key being pressed without holding the SHIFT

[SHIFT_DOWN][DELETE][SHIFT_UP]
[SHIFT_DOWN][DELETE_DOWN][DELETE_UP][SHIFT_UP]